Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.296680 0.323566 0.352908 0.387511 0.427469 0.472490 0.527519
2025-11-30 0.262075 0.296403 0.336037 0.385796 0.447495 0.522742 0.623506
2025-12-07 0.237439 0.275632 0.321580 0.382058 0.461370 0.564618 0.714298
2025-12-14 0.218233 0.258480 0.308480 0.376842 0.470751 0.600064 0.801446
2025-12-21 0.201766 0.242778 0.295044 0.368739 0.473966 0.626025 0.878537
2025-12-28 0.193546 0.236658 0.293059 0.375194 0.497443 0.683803 1.017121
2026-01-04 0.187876 0.233219 0.294029 0.385399 0.527111 0.755312 1.197370
2026-01-11 0.178573 0.224081 0.286220 0.381757 0.534589 0.791357 1.321893
2026-01-18 0.172986 0.219589 0.284462 0.386732 0.556061 0.854660 1.520943
2026-01-25 0.162782 0.207979 0.271585 0.373304 0.545125 0.856973 1.586677
2026-02-01 0.153284 0.196878 0.258775 0.358935 0.530958 0.850862 1.630908
2026-02-08 0.147779 0.191210 0.253650 0.356389 0.537099 0.885308 1.788716
2026-02-15 0.145427 0.190105 0.255470 0.365597 0.566077 0.973233 2.136381
2026-02-22 0.141179 0.185972 0.252372 0.366279 0.579250 1.030310 2.427727
2026-03-01 0.136523 0.180992 0.247642 0.363735 0.585828 1.073889 2.703217
2026-03-08 0.131791 0.175673 0.242069 0.359255 0.587985 1.107481 2.966975
2026-03-15 0.126768 0.169701 0.235142 0.351856 0.583349 1.123412 3.173886
2026-03-22 0.124884 0.168440 0.235707 0.357932 0.607489 1.219308 3.824795
2026-03-29 0.123778 0.168311 0.238075 0.367461 0.640375 1.348975 4.832165
2026-04-05 0.120277 0.164280 0.233755 0.364080 0.644059 1.395551 5.433502
2026-04-12 0.118453 0.162817 0.233649 0.368716 0.666750 1.507446 6.717446
2026-04-19 0.113682 0.156491 0.225023 0.356211 0.647546 1.479369 6.827242
2026-04-26 0.108976 0.150146 0.216156 0.342809 0.625149 1.437158 6.775856